-4.6%
CARR vs ELF
-17.5%
+13.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +1.6% | +5.4% | -3.8% | +1.0% |
| 30D | -8.7% | +27.0% | -35.7% | -10.9% |
| 3M | -12.6% | +113.2% | -125.8% | -19.3% |
| 6M | -1.5% | +36.6% | -38.1% | -5.9% |
| YTD | +14.3% | +44.2% | -29.9% | +8.7% |
| 1Y | -4.6% | -18.0% | +13.4% | -7.7% |
| All | -4.6% | -17.5% | +13.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling